+389.1%
MCO vs AZO
+297.4%
+91.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | -0.5% |
| 7D | -3.2% | -0.6% | -2.6% | -3.0% |
| 30D | -1.4% | -2.0% | +0.5% | -0.8% |
| 3M | +6.9% | -4.8% | +11.8% | +8.5% |
| 6M | +11.6% | -16.8% | +28.4% | +18.6% |
| YTD | -5.8% | -12.6% | +6.7% | -2.4% |
| 1Y | -5.9% | -31.4% | +25.5% | +6.8% |
| 3Y | +40.4% | +15.1% | +25.3% | +27.7% |
| 5Y | +31.2% | +89.6% | -58.4% | -5.5% |
| 10Y | +389.1% | +301.2% | +87.9% | +173.5% |
| All | +389.1% | +297.4% | +91.7% | +173.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AZO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling